Pages that link to "Item:Q513742"

The following pages link to Optimal mean-variance portfolio selection (Q513742):

Displaying 40 items.

• On time-inconsistent stochastic control in continuous time (Q522052) (← links)
• Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
• An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• Optimal variance stopping with linear diffusions (Q1986029) (← links)
• Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
• Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) (← links)
• Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
• Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
• Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
• On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
• Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• (Q5066183) (← links)
• Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
• Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• Safety-first portfolio selection (Q5918317) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Recent advances in reinforcement learning in finance (Q6146668) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
• Naïve Markowitz policies (Q6641083) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)